Migrating local user profiles to domain user profiles is an easy-to-follow process. You simply copy the data from the local profile to the domain profile folder. There is no direct in-place migration from RDS in Windows Server 2012 R2 to Windows Server 2016. Instead, for most of the RDS components, you first upgrade to Windows Server 2016 and then migrate data and license
Here is a link for a detailed description of the process that you must follow.
Windows: Step By Step Local User Profile Migration To Domain User Profile With All Settings
https://social.technet.microsoft.com/wiki/contents/articles/24026.windows-step-by-step-local-user-profile-migration-to-domain-user-profile-with-all-settings.aspx
Migrate your Remote Desktop Services deployment to Windows Server 2016
https://learn.microsoft.com/en-us/windows-server/remote/remote-desktop-services/migrate-rds-role-services
Hope this resolves your Query!!
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